Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.546 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47236.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45841.84 Kr¶

PnL: ---------------------------------------> -1046.73 Kr¶

DD now: ---------------------------------> -2.865 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 13:04:29.550864'

Anic Portfolio¶

Today¶

Return: -1.397 %¶

This Week¶

Return: -0.624 %¶

Total¶

Return: 54.641 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
Beijer Electronics Group 26 -3.140000 3047.200000 76.200000 2.560000 2971.000006
Corem Property Group B 59 -3.050000 618.320000 41.320000 7.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.170000 389.000000 34.000000 9.580000 355.000000
SAAB B 8 -0.050000 3400.000000 23.000000 0.680000 3377.000000
OEM International B 7 -2.370000 548.100000 20.100000 3.810000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.420000 539.400000 12.400000 2.350000 527.000000
AcadeMedia 12 -0.590000 565.680000 8.680000 1.560000 557.000004
Coor Service Management Hold. 8 -2.180000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Eastnine 4 -2.200000 496.800000 5.800000 1.180000 491.000000
Securitas B 6 -0.400000 572.040000 2.040000 0.360000 570.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
HMS Networks 2 -5.340000 673.200000 0.200000 0.030000 673.000000
Swedbank A 3 -0.710000 563.100000 -0.900000 -0.160000 564.000000
Resurs Holding 22 -1.140000 572.660000 -1.340000 -0.230000 573.999998
Essity B 2 0.350000 572.200000 -1.800000 -0.310000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -5.140000 243.600000 -2.400000 -0.980000 246.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 -0.050000 540.750000 -5.250000 -0.960000 546.000000
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -5.080000 1635.600000 -18.400000 -1.110000 1653.999996
CTEK 13 -3.530000 514.800000 -19.200000 -3.600000 533.999999
Nordea Bank Abp 29 -0.910000 3408.080000 -45.920000 -1.330000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -4.190000 537.000000 -57.570000 -9.680000 594.565215
Sampo Oyj SDB 7 0.660000 3762.500000 -87.500000 -2.270000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -4.600000 1457.100000 -206.900000 -12.430000 1663.999992
Fasadgruppen Group 35 -0.410000 3433.500000 -377.500000 -9.910000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45843.160000 -1045.410000 -2.86207% 46888.564618

Updated:¶

'2023-01-19 13:03:51.740564'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶